Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1382)

SymbolGBPNZD (Great Britan Pound vs New Zealand $ -1 lot = 100,000)
Period4 Hours (H4) 2022.09.01 00:00 - 2023.08.31 20:00 (2022.09.01 - 2023.09.01)
ModelControl points (a very crude method, the results must not be considered)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=2; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=10; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=1.1; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=150; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=80; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=18; EntryWindow_UntilMin=0; DayOfWeek_Monday=1; DayOfWeek_Tuesday=1; DayOfWeek_Wednesday=1; DayOfWeek_Thursday=1; DayOfWeek_Friday=1; DayOfWeek_Saturday=1; DayOfWeek_Sunday=1; O2Help="===================================="; LevelSensitivity=3; MinTopupStopLoss=15; CFDTickScaling=0; MagicNumber=170116; MagicNumberTopupShift=1;
Bars in test2615Ticks modelled80141Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread60
Total net profit1255.95Gross profit1604.30Gross loss-348.35
Profit factor4.61Expected payoff26.17
Absolute drawdown9.77Maximal drawdown228.66 (2.07%)Relative drawdown2.07% (228.66)
Total trades48Short positions (won %)31 (74.19%)Long positions (won %)17 (82.35%)
Profit trades (% of total)37 (77.08%)Loss trades (% of total)11 (22.92%)
Largestprofit trade88.38loss trade-88.17
Averageprofit trade43.36loss trade-31.67
Maximumconsecutive wins (profit in money)14 (653.92)consecutive losses (loss in money)2 (-51.18)
Maximalconsecutive profit (count of wins)653.92 (14)consecutive loss (count of losses)-88.17 (1)
Averageconsecutive wins4consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.09.07 08:00sell10.101.909420.000000.00000
22022.09.07 08:00modify10.101.909421.924421.89442
32022.09.07 09:50sell20.101.902640.000000.00000
42022.09.07 09:50modify20.101.902641.908671.89442
52022.09.07 09:50modify10.101.909421.908671.89442
62022.09.07 12:40sell30.101.900410.000000.00000
72022.09.07 12:40modify30.101.900411.904921.89442
82022.09.07 12:40modify20.101.902641.904921.89442
92022.09.07 12:40modify10.101.909421.904921.89442
102022.09.07 20:05sell40.101.897400.000000.00000
112022.09.07 20:05modify40.101.897401.904171.89442
122022.09.07 20:05modify30.101.900411.904171.89442
132022.09.07 20:05modify20.101.902641.904171.89442
142022.09.07 20:05modify10.101.909421.904171.89442
152022.09.07 21:15t/p10.101.894421.904171.8944288.2810088.28
162022.09.07 21:15t/p20.101.894421.904171.8944248.3810136.66
172022.09.07 21:15t/p30.101.894421.904171.8944235.2510171.91
182022.09.07 21:15t/p40.101.894421.904171.8944217.5410189.45
192023.01.03 16:00sell50.101.920610.000000.00000
202023.01.03 16:00modify50.101.920611.935611.90561
212023.01.03 21:40sell60.101.913690.000000.00000
222023.01.03 21:40modify60.101.913691.919861.90561
232023.01.03 21:40modify50.101.920611.919861.90561
242023.01.03 23:15sell70.101.911460.000000.00000
252023.01.03 23:15modify70.101.911461.916111.90561
262023.01.03 23:15modify60.101.913691.916111.90561
272023.01.03 23:15modify50.101.920611.916111.90561
282023.01.03 23:30s/l50.101.916111.916111.9056126.4810215.93
292023.01.03 23:30s/l60.101.916111.916111.90561-14.2410201.69
302023.01.03 23:30s/l70.101.916111.916111.90561-27.3710174.32
312023.02.02 08:00buy80.101.897350.000000.00000
322023.02.02 08:00modify80.101.897351.882351.91235
332023.02.03 19:20buy90.101.904150.000000.00000
342023.02.03 19:20modify90.101.904151.898101.91235
352023.02.03 19:20modify80.101.897351.898101.91235
362023.02.06 01:15buy100.101.906570.000000.00000
372023.02.06 01:15modify100.101.906571.901851.91235
382023.02.06 01:15modify90.101.904151.901851.91235
392023.02.06 01:15modify80.101.897351.901851.91235
402023.02.06 13:30t/p80.101.912351.901851.9123587.5410261.86
412023.02.06 13:30t/p90.101.912351.901851.9123547.8910309.75
422023.02.06 13:30t/p100.101.912351.901851.9123534.0010343.75
432023.02.22 00:00sell110.101.947590.000000.00000
442023.02.22 00:00modify110.101.947591.962591.93259
452023.02.22 06:40sell120.101.940580.000000.00000
462023.02.22 06:40modify120.101.940581.946841.93259
472023.02.22 06:40modify110.101.947591.946841.93259
482023.02.22 14:55sell130.101.938460.000000.00000
492023.02.22 14:55modify130.101.938461.943091.93259
502023.02.22 14:55modify120.101.940581.943091.93259
512023.02.22 14:55modify110.101.947591.943091.93259
522023.02.22 15:59sell140.101.935540.000000.00000
532023.02.22 15:59modify140.101.935541.942341.93259
542023.02.22 15:59modify130.101.938461.942341.93259
552023.02.22 15:59modify120.101.940581.942341.93259
562023.02.22 15:59modify110.101.947591.942341.93259
572023.02.23 01:40t/p110.101.932591.942341.9325988.3810432.13
582023.02.23 01:40t/p120.101.932591.942341.9325947.1310479.26
592023.02.23 01:40t/p130.101.932591.942341.9325934.6510513.90
602023.02.23 01:40t/p140.101.932591.942341.9325917.4710531.37
612023.02.28 04:00sell150.101.956490.000000.00000
622023.02.28 04:00modify150.101.956491.971491.94149
632023.02.28 17:30sell160.101.949740.000000.00000
642023.02.28 17:30modify160.101.949741.955741.94149
652023.02.28 17:30modify150.101.956491.955741.94149
662023.02.28 19:59sell170.101.947270.000000.00000
672023.02.28 19:59modify170.101.947271.951991.94149
682023.02.28 19:59modify160.101.949741.951991.94149
692023.02.28 19:59modify150.101.956491.951991.94149
702023.02.28 22:35sell180.101.944220.000000.00000
712023.02.28 22:35modify180.101.944221.951241.94149
722023.02.28 22:35modify170.101.947271.951241.94149
732023.02.28 22:35modify160.101.949741.951241.94149
742023.02.28 22:35modify150.101.956491.951241.94149
752023.03.01 02:40t/p150.101.941491.951241.9414988.3210619.68
762023.03.01 02:40t/p160.101.941491.951241.9414948.5910668.27
772023.03.01 02:40t/p170.101.941491.951241.9414934.0610702.32
782023.03.01 02:40t/p180.101.941491.951241.9414916.1110718.43
792023.03.10 16:00sell190.101.960120.000000.00000
802023.03.10 16:00modify190.101.960121.975121.94512
812023.03.13 12:50sell200.101.948020.000000.00000
822023.03.13 12:50modify200.101.948021.954871.94512
832023.03.13 12:50modify190.101.960121.954871.94512
842023.03.13 13:40t/p190.101.945121.954871.9451288.3110806.73
852023.03.13 13:40t/p200.101.945121.954871.9451217.0610823.79
862023.03.21 16:00sell210.101.976050.000000.00000
872023.03.21 16:00modify210.101.976051.991051.96105
882023.03.21 21:05sell220.101.969300.000000.00000
892023.03.21 21:05modify220.101.969301.975301.96105
902023.03.21 21:05modify210.101.976051.975301.96105
912023.03.22 00:10s/l210.101.975301.975301.961054.4510828.24
922023.03.22 00:10s/l220.101.975301.975301.96105-35.2710792.96
932023.04.12 00:00sell230.102.006450.000000.00000
942023.04.12 00:00modify230.102.006452.021451.99145
952023.04.12 13:05sell240.101.997200.000000.00000
962023.04.12 13:05modify240.101.997202.001951.99145
972023.04.12 13:05modify230.102.006452.001951.99145
982023.04.12 13:30s/l230.102.001952.001951.9914526.4810819.44
992023.04.12 13:30s/l240.102.001952.001951.99145-27.9610791.48
1002023.04.14 04:00buy250.101.987930.000000.00000
1012023.04.14 04:00modify250.101.987931.972932.00293
1022023.04.14 14:50buy260.102.000160.000000.00000
1032023.04.14 14:50modify260.102.000161.993182.00293
1042023.04.14 14:50modify250.101.987931.993182.00293
1052023.04.17 04:40t/p250.102.002931.993182.0029387.9010879.38
1062023.04.17 04:40t/p260.102.002931.993182.0029315.9510895.33
1072023.05.02 16:00buy270.102.010250.000000.00000
1082023.05.02 16:00modify270.102.010251.995252.02525
1092023.05.03 20:30buy280.102.017080.000000.00000
1102023.05.03 20:30modify280.102.017082.011002.02525
1112023.05.03 20:30modify270.102.010252.011002.02525
1122023.05.04 00:45buy290.102.022440.000000.00000
1132023.05.04 00:45modify290.102.022442.015502.02525
1142023.05.04 00:45modify280.102.017082.015502.02525
1152023.05.04 00:45modify270.102.010252.015502.02525
1162023.05.04 02:40s/l270.102.015502.015502.0252529.4910924.82
1172023.05.04 02:40s/l280.102.015502.015502.02525-10.3510914.47
1182023.05.04 02:40s/l290.102.015502.015502.02525-40.8310873.64
1192023.05.19 12:00buy300.101.982030.000000.00000
1202023.05.19 12:00modify300.101.982031.967031.99703
1212023.05.24 02:20t/p300.101.997031.967031.9970387.1910960.84
1222023.05.24 12:00sell310.102.020110.000000.00000
1232023.05.24 12:00modify310.102.020112.035112.00511
1242023.05.25 09:30s/l310.102.035112.035112.00511-88.1710872.66
1252023.05.31 08:00sell320.102.061740.000000.00000
1262023.05.31 08:00modify320.102.061742.076742.04674
1272023.06.02 04:25sell330.102.054900.000000.00000
1282023.06.02 04:25modify330.102.054902.060992.04674
1292023.06.02 04:25modify320.102.061742.060992.04674
1302023.06.02 10:15sell340.102.052580.000000.00000
1312023.06.02 10:15modify340.102.052582.057242.04674
1322023.06.02 10:15modify330.102.054902.057242.04674
1332023.06.02 10:15modify320.102.061742.057242.04674
1342023.06.02 11:30s/l320.102.057242.057242.0467426.6310899.29
1352023.06.02 11:30s/l330.102.057242.057242.04674-13.7710885.52
1362023.06.02 11:30s/l340.102.057242.057242.04674-27.4210858.10
1372023.06.22 12:00buy350.102.057210.000000.00000
1382023.06.22 12:00modify350.102.057212.042212.07221
1392023.06.22 18:40buy360.102.064000.000000.00000
1402023.06.22 18:40modify360.102.064002.057962.07221
1412023.06.22 18:40modify350.102.057212.057962.07221
1422023.06.23 02:30buy370.102.066220.000000.00000
1432023.06.23 02:30modify370.102.066222.061712.07221
1442023.06.23 02:30modify360.102.064002.061712.07221
1452023.06.23 02:30modify350.102.057212.061712.07221
1462023.06.23 03:40buy380.102.069230.000000.00000
1472023.06.23 03:40modify380.102.069232.062462.07221
1482023.06.23 03:40modify370.102.066222.062462.07221
1492023.06.23 03:40modify360.102.064002.062462.07221
1502023.06.23 03:40modify350.102.057212.062462.07221
1512023.06.23 09:30t/p350.102.072212.062462.0722187.9010946.01
1522023.06.23 09:30t/p360.102.072212.062462.0722147.9510993.96
1532023.06.23 09:30t/p370.102.072212.062462.0722135.2411029.20
1542023.06.23 09:30t/p380.102.072212.062462.0722117.5311046.73
1552023.07.05 08:00buy390.102.051950.000000.00000
1562023.07.05 08:00modify390.102.051952.036952.06695
1572023.07.06 13:45buy400.102.064200.000000.00000
1582023.07.06 13:45modify400.102.064202.057202.06695
1592023.07.06 13:45modify390.102.051952.057202.06695
1602023.07.06 14:40t/p390.102.066952.057202.0669587.1911133.92
1612023.07.06 14:40t/p400.102.066952.057202.0669516.1711150.09
1622023.07.11 16:00sell410.102.087290.000000.00000
1632023.07.11 16:00modify410.102.087292.102292.07229
1642023.07.12 02:40sell420.102.078160.000000.00000
1652023.07.12 02:40modify420.102.078162.082792.07229
1662023.07.12 02:40modify410.102.087292.082792.07229
1672023.07.12 02:55s/l410.102.082792.082792.0722926.5211176.61
1682023.07.12 02:55s/l420.102.082792.082792.07229-27.2511149.36
1692023.08.24 00:00buy430.102.129630.000000.00000
1702023.08.24 00:00modify430.102.129632.114632.14463
1712023.08.30 20:40buy440.102.136450.000000.00000
1722023.08.30 20:40modify440.102.136452.130382.14463
1732023.08.30 20:40modify430.102.129632.130382.14463
1742023.08.30 21:20s/l430.102.130382.130382.144633.0211152.37
1752023.08.30 21:20s/l440.102.130382.130382.14463-35.7111116.66
1762023.08.31 04:00sell450.102.134550.000000.00000
1772023.08.31 04:00modify450.102.134552.149552.11955
1782023.08.31 15:15sell460.102.127660.000000.00000
1792023.08.31 15:15modify460.102.127662.133802.11955
1802023.08.31 15:15modify450.102.134552.133802.11955
1812023.08.31 18:20sell470.102.125270.000000.00000
1822023.08.31 18:20modify470.102.125272.130052.11955
1832023.08.31 18:20modify460.102.127662.130052.11955
1842023.08.31 18:20modify450.102.134552.130052.11955
1852023.08.31 23:20sell480.102.122310.000000.00000
1862023.08.31 23:20modify480.102.122312.129302.11955
1872023.08.31 23:20modify470.102.125272.129302.11955
1882023.08.31 23:20modify460.102.127662.129302.11955
1892023.08.31 23:20modify450.102.134552.129302.11955
1902023.08.31 23:59close at stop480.102.121532.129302.119554.5911121.25
1912023.08.31 23:59close at stop470.102.121532.129302.1195522.0111143.26
1922023.08.31 23:59close at stop460.102.121532.129302.1195536.0711179.33
1932023.08.31 23:59close at stop450.102.121532.129302.1195576.6211255.95